Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk. A solution to the market making problem 1 5 21 67 5 18 61 160
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 0 4 27 41 3 9 53 63
General Intensity Shapes in Optimal Liquidation 0 1 3 22 0 3 13 65
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 0 0 19 36 0 1 42 61
Optimal Portfolio Liquidation with Limit Orders 0 0 5 56 1 5 20 131
Optimal algorithmic trading and market microstructure 3 9 20 150 3 10 38 200
Optimal posting price of limit orders: learning by trading 0 0 7 43 0 0 12 120
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 1 30 1 3 5 49
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 3 82 0 0 9 146
Optimal starting times, stopping times and risk measures for algorithmic trading 0 1 11 47 2 10 27 97
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 0 0 6 43 0 0 14 60
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 0 4 40 1 1 10 101
Realtime market microstructure analysis: online Transaction Cost Analysis 2 4 18 28 2 5 31 44
Total Working Papers 6 25 145 685 18 65 335 1,297


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 1 1 8 74 1 5 27 232
Total Journal Articles 1 1 8 74 1 5 27 232


Statistics updated 2014-07-03